Variable Selection in Sliced Inverse Regression Using Generalized Eigenvalue Problem with Penalties
نویسندگان
چکیده
منابع مشابه
Sliced Inverse Regression with Variable Selection and Interaction Detection
Variable selection methods play important roles in modeling high dimensional data and are keys to data-driven scientific discoveries. In this paper, we consider the problem of variable selection with interaction detection under the sliced inverse index modeling framework, in which the response is influenced by predictors through an unknown function of both linear combinations of predictors and ...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2007
ISSN: 2287-7843
DOI: 10.5351/ckss.2007.14.1.215